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Another look at the Picard-Lef#x000E;vre formula for finite-time ruin probabilities
Rullière, Didier; Loisel, Stéphane - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 187-204
Persistent link: https://www.econbiz.de/10006879181
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 374-381
Persistent link: https://www.econbiz.de/10008332289
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Les générateurs de scénarios économiques : de la conception à la mesure de la qualité
Faleh, Alaeddine; Planchet, Frédéric; Rullière, Didier - In: Assurances et gestion des risques : revue trimestrielle 78 (2010) 1/2, pp. 31-70
Persistent link: https://www.econbiz.de/10010079263
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Iterative Adjustment of Survival Functions by Composed Probability Distortions
Bienvenüe, Alexis; Rullière, Didier - In: The Geneva risk and insurance review 37 (2012) 2, pp. 156-180
Persistent link: https://www.econbiz.de/10010014543
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Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory
Di Bernardino, Elena; Rullière, Didier - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 190-205
Persistent link: https://www.econbiz.de/10010148979
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 746-762
Persistent link: https://www.econbiz.de/10007988403
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Comparison results for exchangeable credit risk portfolios
Cousin, Areski; Laurent, Jean-Paul - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1118-1127
Persistent link: https://www.econbiz.de/10008057640
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Delta-hedging correlation risk?
Cousin, Areski; Crépey, Stéphane; Kan, Yu Hang - In: Review of derivatives research 15 (2012) 1, pp. 25-57
Persistent link: https://www.econbiz.de/10009843785
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Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 746-763
Persistent link: https://www.econbiz.de/10008879697
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Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Loisel, Stéphane; Mazza, Christian; Rullière, Didier - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 374-382
Persistent link: https://www.econbiz.de/10008890267